CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 28-Nov-2014

Day Change Summary
	Previous	Current
	26-Nov-2014	28-Nov-2014	Change	Change %	Previous Week
Open	0.8474	0.8517	0.0043	0.5%	0.8610
High	0.8498	0.8548	0.0050	0.6%	0.8629
Low	0.8414	0.8421	0.0007	0.1%	0.8414
Close	0.8485	0.8441	-0.0044	-0.5%	0.8441
Range	0.0084	0.0127	0.0043	51.2%	0.0215
ATR	0.0093	0.0095	0.0002	2.6%	0.0000
Volume	1,488	3,484	1,996	134.1%	9,739

Daily Pivots for day following 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8851	0.8773	0.8511
R3	0.8724	0.8646	0.8476
R2	0.8597	0.8597	0.8464
R1	0.8519	0.8519	0.8453	0.8495
PP	0.8470	0.8470	0.8470	0.8458
S1	0.8392	0.8392	0.8429	0.8368
S2	0.8343	0.8343	0.8418
S3	0.8216	0.8265	0.8406
S4	0.8089	0.8138	0.8371

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9140	0.9005	0.8559
R3	0.8925	0.8790	0.8500
R2	0.8710	0.8710	0.8480
R1	0.8575	0.8575	0.8461	0.8535
PP	0.8495	0.8495	0.8495	0.8475
S1	0.8360	0.8360	0.8421	0.8320
S2	0.8280	0.8280	0.8402
S3	0.8065	0.8145	0.8382
S4	0.7850	0.7930	0.8323

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8653	0.8414	0.0239	2.8%	0.0106	1.3%	11%	False	False	2,071
10	0.8714	0.8414	0.0300	3.6%	0.0097	1.2%	9%	False	False	1,348
20	0.8752	0.8414	0.0338	4.0%	0.0095	1.1%	8%	False	False	849
40	0.8815	0.8414	0.0401	4.8%	0.0095	1.1%	7%	False	False	508
60	0.9257	0.8414	0.0843	10.0%	0.0086	1.0%	3%	False	False	368
80	0.9257	0.8414	0.0843	10.0%	0.0067	0.8%	3%	False	False	277
100	0.9326	0.8414	0.0912	10.8%	0.0055	0.6%	3%	False	False	222

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9088
2.618	0.8880
1.618	0.8753
1.000	0.8675
0.618	0.8626
HIGH	0.8548
0.618	0.8499
0.500	0.8485
0.382	0.8470
LOW	0.8421
0.618	0.8343
1.000	0.8294
1.618	0.8216
2.618	0.8089
4.250	0.7881

Fisher Pivots for day following 28-Nov-2014
Pivot	1 day	3 day
R1	0.8485	0.8482
PP	0.8470	0.8468
S1	0.8456	0.8455

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These figures are updated between 7pm and 10pm EST after a trading day.

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